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st: ZANDREWS
hello statalisters,
I have the following time series data
Months MNval
-36 -246404.3
-35 -271136.9
-34 15321.21
-33 -266850.2
-32 -208945.8
-31 -223758.4
-30 -152778.7
-29 -65240.22
-28 -481321.3
-27 -190169.6
-26 -112362.4
-25 -467139.1
-24 -194511.7
-23 -444933.2
-22 -142801.8
-21 -108734.8
-20 -217134.7
-19 -285050.4
-18 -59074.71
-17 -22606.87
-16 -124248.8
-15 -190182.6
-14 -142432.7
-13 -137051
-12 55313.91
-11 -33965.3
-10 -274899.1
-9 25388.8
-8 -57483.93
-7 -39486.45
-6 -54602.45
-5 -239732.4
-4 -294504.7
-3 -334388.7
-2 -287347.5
-1 -87598.81
0 -580743.6
1 -160395.5
2 -575569.9
3 -255174.5
4 -126203.1
5 -375763.7
6 -32561.49
7 -87045.1
8 -91822.47
9 -31134.7
10 -102519
11 -84379.84
12 -266297.5
13 -80520.79
14 -48140.91
15 27969.55
16 -38107.77
17 -127254
18 -171679.9
19 -25015.38
20 -92405.42
21 75767.31
22 -45497.32
23 -188625.2
24 30972.86
25 -4018.882
26 -32145.2
27 -80913.73
28 -24621.37
29 -61688.87
30 -123890.4
31 -45585.37
32 -132729.1
33 -106762.2
34 -143616.2
35 -215439.4
36 -133058.6
I would like to see if and when there are any structural breaks in the data.
I came across Kit's zandrews prog. -ssc d zandrews- is this the
command to use? the graph option on this looks very useful.
But how does one interpret the break point t-stats? When i use the
command with the above data. I do not find any point above the
(critical 5%: -4.42).
so does this mean that the series does not have any significant breakpoints ?
thanks very much for you time
rich
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